Most melanomas occur on the skin, but a small percentage of these life-threatening cancers affect other parts of the body, such as the eye and mucous membranes, including the mouth. Given that most melanomas are caused by ultraviolet radiation (UV) exposure, close attention has been paid to the impact of oxidative stress on these tumors. The possibility that key epigenetic enzymes cannot act on a DNA altered by oxidative stress has opened new perspectives. Therefore, much attention has been paid to the alteration of DNA methylation by oxidative stress. We review the current evidence about (i) the role of oxidative stress in melanoma initiation and progression; (ii) the mechanisms by which ROS influence the DNA methylation pattern of transformed melanocytes; (iii) the transformative potential of oxidative stress-induced changes in global and/or local gene methylation and expression; (iv) the employment of this epimutation as a biomarker for melanoma diagnosis, prognosis, and drug resistance evaluation; (v) the impact of this new knowledge in clinical practice for melanoma treatment.